// **************************************************************************** // QUARTERLY --> DELETE;*$; --> READ;FILE="F:\tz\CVSRoot\tz\projects\housing\own_work\for_stats_program.x... --> REGRESS;Lhs=LN_RPH;Rhs=ONE,LN_HH,LN_RGDP,RINT,RENT_DRG,TAX$; +-----------------------------------------------------------------------+ | Ordinary least squares regression Weighting variable = none | | Dep. var. = LN_RPH Mean= 3.582635262 , S.D.= .2183990270 | | Model size: Observations = 123, Parameters = 6, Deg.Fr.= 117 | | Residuals: Sum of squares= 1.268856545 , Std.Dev.= .10414 | | Fit: R-squared= .781952, Adjusted R-squared = .77263 | | Model test: F[ 5, 117] = 83.92, Prob value = .00000 | | Diagnostic: Log-L = 106.7758, Restricted(b=0) Log-L = 13.1087 | | LogAmemiyaPrCrt.= -4.476, Akaike Info. Crt.= -1.639 | | Autocorrel: Durbin-Watson Statistic = .31783, Rho = .84108 | +-----------------------------------------------------------------------+ +---------+--------------+----------------+--------+---------+----------+ |Variable | Coefficient | Standard Error |t-ratio |P[|T|>t] | Mean of X| +---------+--------------+----------------+--------+---------+----------+ Constant -15.40583028 5.5257423 -2.788 .0062 LN_HH 1.509511030 .71973482 2.097 .0381 9.8249881 LN_RGDP .8429908773 .38790029 2.173 .0318 4.2276766 RINT -.6375890396E-02 .12194480E-02 -5.229 .0000 -1.2672900 RENT_DRG .3267681462E-02 .15164927E-02 2.155 .0332 23.313239 TAX .1822405172 .28020318E-01 6.504 .0000 2.7951220 (Note: E+nn or E-nn means multiply by 10 to + or -nn power.) --> REGRESS;Lhs=LN_RPH;Rhs=ONE,LN_RPH_1,LN_HH,LN_RGDP,RINT,RENT_DRG,TAX$; +-----------------------------------------------------------------------+ | Ordinary least squares regression Weighting variable = none | | Dep. var. = LN_RPH Mean= 3.582635262 , S.D.= .2183990270 | | Model size: Observations = 123, Parameters = 7, Deg.Fr.= 116 | | Residuals: Sum of squares= .1913447235 , Std.Dev.= .04061 | | Fit: R-squared= .967118, Adjusted R-squared = .96542 | | Model test: F[ 6, 116] = 568.63, Prob value = .00000 | | Diagnostic: Log-L = 223.1211, Restricted(b=0) Log-L = 13.1087 | | LogAmemiyaPrCrt.= -6.352, Akaike Info. Crt.= -3.514 | | Autocorrel: Durbin-Watson Statistic = 1.93399, Rho = .03300 | +-----------------------------------------------------------------------+ +---------+--------------+----------------+--------+---------+----------+ |Variable | Coefficient | Standard Error |t-ratio |P[|T|>t] | Mean of X| +---------+--------------+----------------+--------+---------+----------+ Constant -2.176470598 2.2163368 -.982 .3281 LN_RPH_1 .8987236438 .35163686E-01 25.558 .0000 3.5758195 LN_HH .2248245817 .28516243 .788 .4321 9.8249881 LN_RGDP .9198176309E-01 .15410887 .597 .5518 4.2276766 RINT -.1821260666E-02 .50787737E-03 -3.586 .0005 -1.2672900 RENT_DRG -.1006983561E-02 .61462771E-03 -1.638 .1041 23.313239 TAX -.1115075536E-01 .13291908E-01 -.839 .4032 2.7951220 (Note: E+nn or E-nn means multiply by 10 to + or -nn power.) --> REGRESS;Lhs=LN_RPH;Rhs=ONE,LN_RPH_1,LN_HH,LN_RGDP,RINT; Rh2 = RENT_DRG,TAX$; +-----------------------------------------------------------------------+ | Ordinary least squares regression Weighting variable = none | | Dep. var. = LN_RPH Mean= 3.582635262 , S.D.= .2183990270 | | Model size: Observations = 123, Parameters = 5, Deg.Fr.= 118 | | Residuals: Sum of squares= .1964991098 , Std.Dev.= .04081 | | Fit: R-squared= .966232, Adjusted R-squared = .96509 | | Model test: F[ 4, 118] = 844.12, Prob value = .00000 | | Diagnostic: Log-L = 221.4864, Restricted(b=0) Log-L = 13.1087 | | LogAmemiyaPrCrt.= -6.358, Akaike Info. Crt.= -3.520 | | Autocorrel: Durbin-Watson Statistic = 1.90307, Rho = .04847 | | Effects of additional variables | | Variable Coefficient New R-sqrd Chg.R-sqrd Partial-Rsq Partial F | | RENT_DRG -.0006 .9669 .0007 .0203 2.427 | | TAX .0056 .9664 .0001 .0037 .434 | +-----------------------------------------------------------------------+ +---------+--------------+----------------+--------+---------+----------+ |Variable | Coefficient | Standard Error |t-ratio |P[|T|>t] | Mean of X| +---------+--------------+----------------+--------+---------+----------+ Constant -2.794906088 2.1330174 -1.310 .1926 LN_RPH_1 .8962109093 .27544716E-01 32.537 .0000 3.5758195 LN_HH .3354879646 .26467949 1.268 .2075 9.8249881 LN_RGDP -.2986807661E-01 .10343096 -.289 .7733 4.2276766 RINT -.2335828633E-02 .40993310E-03 -5.698 .0000 -1.2672900 (Note: E+nn or E-nn means multiply by 10 to + or -nn power.) // **************************************************************************** // OLD --> REGRESS;Lhs=RPH;Rhs=ONE,HH,RGDP,POP,INT,INFL,RENT_DRG$ +-----------------------------------------------------------------------+ | Ordinary least squares regression Weighting variable = none | | Dep. var. = RPH Mean= 72.48545868 , S.D.= 19.27912190 | | Model size: Observations = 30, Parameters = 7, Deg.Fr.= 23 | | Residuals: Sum of squares= 2332.631963 , Std.Dev.= 10.07069 | | Fit: R-squared= .783592, Adjusted R-squared = .72714 | | Model test: F[ 6, 23] = 13.88, Prob value = .00000 | | Diagnostic: Log-L = -107.8715, Restricted(b=0) Log-L = -130.8303 | | LogAmemiyaPrCrt.= 4.829, Akaike Info. Crt.= 7.658 | | Autocorrel: Durbin-Watson Statistic = .64621, Rho = .67690 | +-----------------------------------------------------------------------+ +---------+--------------+----------------+--------+---------+----------+ |Variable | Coefficient | Standard Error |t-ratio |P[|T|>t] | Mean of X| +---------+--------------+----------------+--------+---------+----------+ Constant -4831.449402 2818.8542 -1.714 .1000 HH -.1113911307E-01 .11072797E-01 -1.006 .3249 18721.353 RGDP -.1150476903E-03 .18933250E-03 -.608 .5494 421009.50 POP .1090658100 .59361757E-01 1.837 .0791 47403.433 INT 1.738062361 1.1149959 1.559 .1327 9.7005480 INFL -.7188189677 .70263872 -1.023 .3169 7.4500000 RENT_DRG -.8130507927 .28429951 -2.860 .0089 25.445536 (Note: E+nn or E-nn means multiply by 10 to + or -nn power.)